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CDS inferred stock volatility
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Volatility
9
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Option pricing theory
6
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China
5
Option trading
5
Optionsgeschäft
5
Credit derivative
4
Credit risk
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Kapitaleinkommen
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Guo, Biao
35
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16
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10
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4
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3
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Journal of Futures Markets
4
The journal of futures markets
4
Working Paper
4
Finance research letters
3
Emerging Markets Finance and Trade
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance Research Letters
1
Frontiers of economics in China : selected publications from Chinese universities
1
International journal of production research
1
International review of financial analysis
1
Journal of Financial Research
1
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1
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ECONIS (ZBW)
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9
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2
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2
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1
Knowledge accumulation approach based on bilayer social wiki network for computer-aided process innovation
Wang, Gangfeng
;
Tian, Xitian
;
Geng, Junhao
;
Guo, Biao
- In:
International journal of production research
53
(
2015
)
8
,
pp. 2365-2382
Persistent link: https://www.econbiz.de/10010514555
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2
Sell in May and Go Away : evidence from China
Guo, Biao
;
Luo, Xingguo
;
Zhang, Ziding
- In:
Finance research letters
11
(
2014
)
4
,
pp. 362-368
Persistent link: https://www.econbiz.de/10011300442
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3
Is the KOSPI 200 options market efficient? : parametric and nonparametric tests of the Martingale restriction
Guo, Biao
;
Han, Qian
;
Ryu, Doojin
- In:
The journal of futures markets
33
(
2013
)
7
,
pp. 629-652
Persistent link: https://www.econbiz.de/10009756544
Saved in:
4
A tale of two index futures : the intraday price discovery and volatility transmission processes between the China financial futures exchange and the Singapore exchange
Guo, Biao
;
Han, Qian
;
Liu, Maonan
;
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
49
(
2013
),
pp. 197-212
Persistent link: https://www.econbiz.de/10010258907
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5
How important is a non-default factor for CDS valuation?
Guo, Biao
;
Han, Qian
;
Lee, Jaeram
;
Ryu, Doojin
- In:
The journal of futures markets
35
(
2015
)
11
,
pp. 1088-1101
Persistent link: https://www.econbiz.de/10011546218
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6
The Nelson-Siegel model of the term structure of option implied volatility and volatility components
Guo, Biao
;
Han, Qian
;
Zhao, Bin
- In:
The journal of futures markets
34
(
2014
)
8
,
pp. 788-806
Persistent link: https://www.econbiz.de/10010507936
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7
An estimated DSGE model for business cycle analysis in China
Guo, Biao
;
Wang, Jianfeng
;
Wu, Jingfei
- In:
Frontiers of economics in China : selected publications …
8
(
2013
)
3
,
pp. 390-429
Persistent link: https://www.econbiz.de/10010192799
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8
A note on why doesn't the choice of performance measure matter?
Guo, Biao
;
Xiao, Yugu
- In:
Finance research letters
16
(
2016
),
pp. 248-254
Persistent link: https://www.econbiz.de/10011656210
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9
A note on Guo and Xiao's (2016) results on monotonic functions of the Sharpe ratio
Auer, Benjamin R.
- In:
Finance research letters
24
(
2018
),
pp. 289-290
Persistent link: https://www.econbiz.de/10011982607
Saved in:
10
Regime-dependent liquidity determinants of credit default swap spread changes
Guo, Biao
;
Newton, David P.
- In:
The journal of financial research
36
(
2013
)
2
,
pp. 279-298
Persistent link: https://www.econbiz.de/10009783105
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